CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7752 |
0.7753 |
0.0002 |
0.0% |
0.7673 |
| High |
0.7773 |
0.7791 |
0.0018 |
0.2% |
0.7773 |
| Low |
0.7726 |
0.7732 |
0.0006 |
0.1% |
0.7653 |
| Close |
0.7750 |
0.7769 |
0.0019 |
0.2% |
0.7757 |
| Range |
0.0048 |
0.0059 |
0.0012 |
24.2% |
0.0121 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
106,318 |
106,367 |
49 |
0.0% |
388,945 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7914 |
0.7801 |
|
| R3 |
0.7882 |
0.7855 |
0.7785 |
|
| R2 |
0.7823 |
0.7823 |
0.7779 |
|
| R1 |
0.7796 |
0.7796 |
0.7774 |
0.7809 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7770 |
| S1 |
0.7737 |
0.7737 |
0.7763 |
0.7750 |
| S2 |
0.7705 |
0.7705 |
0.7758 |
|
| S3 |
0.7646 |
0.7678 |
0.7752 |
|
| S4 |
0.7587 |
0.7619 |
0.7736 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8043 |
0.7823 |
|
| R3 |
0.7968 |
0.7923 |
0.7790 |
|
| R2 |
0.7848 |
0.7848 |
0.7779 |
|
| R1 |
0.7802 |
0.7802 |
0.7768 |
0.7825 |
| PP |
0.7727 |
0.7727 |
0.7727 |
0.7739 |
| S1 |
0.7682 |
0.7682 |
0.7745 |
0.7705 |
| S2 |
0.7607 |
0.7607 |
0.7734 |
|
| S3 |
0.7486 |
0.7561 |
0.7723 |
|
| S4 |
0.7366 |
0.7441 |
0.7690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7807 |
0.7714 |
0.0093 |
1.2% |
0.0055 |
0.7% |
59% |
False |
False |
100,124 |
| 10 |
0.7807 |
0.7584 |
0.0223 |
2.9% |
0.0057 |
0.7% |
83% |
False |
False |
92,386 |
| 20 |
0.7807 |
0.7566 |
0.0241 |
3.1% |
0.0066 |
0.8% |
84% |
False |
False |
104,052 |
| 40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0073 |
0.9% |
84% |
False |
False |
102,972 |
| 60 |
0.7825 |
0.7272 |
0.0553 |
7.1% |
0.0068 |
0.9% |
90% |
False |
False |
81,635 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
93% |
False |
False |
61,261 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
93% |
False |
False |
49,013 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
93% |
False |
False |
40,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8041 |
|
2.618 |
0.7945 |
|
1.618 |
0.7886 |
|
1.000 |
0.7850 |
|
0.618 |
0.7827 |
|
HIGH |
0.7791 |
|
0.618 |
0.7768 |
|
0.500 |
0.7761 |
|
0.382 |
0.7754 |
|
LOW |
0.7732 |
|
0.618 |
0.7695 |
|
1.000 |
0.7673 |
|
1.618 |
0.7636 |
|
2.618 |
0.7577 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7766 |
0.7768 |
| PP |
0.7764 |
0.7767 |
| S1 |
0.7761 |
0.7766 |
|